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Trade: PENDLE/USDT/15/MIDPRICE/ALMA/4616

Strategy
PENDLE/USDT/15/MIDPRICE/ALMA/4616
Pair
PENDLE_USDT
Interval
15m
Score
452527
Daily Profit
0.505593
Profit Factor
1.495388
Profitability
73.103448
Streak
4.067710
Best Strategy
Training Data Length
260.420000
Evaluation Time
2025-10-02 21:37
Expiration Time
2025-12-16 20:30

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 131666.5072 92078.1206 39588.3866 161715.3341 133956.9752 27758.359
Total P&L (%) 131.6665 92.0781 39.5884 161.7153 133.957 27.7584
Avg Daily Profit (%) 0.5056 0.3536 0.152 0.3701 0.3269 0.0941
Buy And Hold Return (%) 15.1446 15.1446 15.1446 15.1446 15.1446 15.1446
Max Trade Drawdown -61298 -44733 -35351 -101112 -44671 -101112
Profit Factor 1.4954 1.7687 1.2711 1.4075 1.8636 1.1148
Total Trades 145 73 72 145 73 72
Winning Trades 106 53 53 106 53 53
Losing Trades 39 20 19 39 20 19
Profitability (%) 73.1034 72.6027 73.6111 73.1034 72.6027 73.6111
Ratio Avg Win / Avg Loss 0.5502 0.6674 0.4557 0.5178 0.7032 0.3997
Largest Winning Trade 15735 15735 8761 23399 23399 20194
Largest Losing Trade -35351 -17288 -35351 -101112 -28401 -101112
Avg Bars in Trades 169 163 175 169 163 175
Avg Bars in Winners 110 104 115 110 104 115
Avg Bars in Losers 329 318 342 329 318 342
Bars Traded 24546 11925 12621 24546 11925 12621
Profit Streak 4.0677 5.4427 4.0677 4.0677 5.4427 4.0677
Trades During Streak 3 3 1 3 3 1
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 452527 -59650 -75674 391505 -59081 -248885
Evaluation Data
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736930700000,
    "first_datapoint_time": 1737154800000,
    "last_datapoint_time": 1759429800000,
    "evaluation_time": 1759430250188,
    "expiration_time": 1765909800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            131666.5072357558,
            92078.1206268521,
            39588.3866089036,
            161715.3341394151,
            133956.9751635833,
            27758.3589758317
        ],
        [
            131.666507,
            92.078121,
            39.588387,
            161.715334,
            133.956975,
            27.758359
        ],
        [
            0.505593,
            0.353575,
            0.152017,
            0.37012,
            0.326916,
            0.094112
        ],
        [
            15.144562,
            15.144562,
            15.144562,
            15.144562,
            15.144562,
            15.144562
        ],
        [
            -61298,
            -44733,
            -35351,
            -101112,
            -44671,
            -101112
        ],
        [
            1.495388,
            1.768714,
            1.271149,
            1.407485,
            1.86359,
            1.114825
        ],
        [
            145,
            73,
            72,
            145,
            73,
            72
        ],
        [
            106,
            53,
            53,
            106,
            53,
            53
        ],
        [
            39,
            20,
            19,
            39,
            20,
            19
        ],
        [
            73.103448,
            72.60274,
            73.611111,
            73.103448,
            72.60274,
            73.611111
        ],
        [
            0.55019,
            0.667439,
            0.455695,
            0.517848,
            0.703242,
            0.399654
        ],
        [
            15735,
            15735,
            8761,
            23399,
            23399,
            20194
        ],
        [
            -35351,
            -17288,
            -35351,
            -101112,
            -28401,
            -101112
        ],
        [
            169,
            163,
            175,
            169,
            163,
            175
        ],
        [
            110,
            104,
            115,
            110,
            104,
            115
        ],
        [
            329,
            318,
            342,
            329,
            318,
            342
        ],
        [
            24546,
            11925,
            12621,
            24546,
            11925,
            12621
        ],
        [
            4.06771,
            5.44271,
            4.06771,
            4.06771,
            5.44271,
            4.06771
        ],
        [
            3,
            3,
            1,
            3,
            3,
            1
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            452527,
            -59650,
            -75674,
            391505,
            -59081,
            -248885
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "PENDLE_USDT",
    "interval": "15m",
    "packets": 25000,
    "actual_packets": 25000,
    "evaluation_days": 260.42,
    "actual_first_datapoint_time": 1736930700000,
    "first_datapoint_time": 1737154800000,
    "last_datapoint_time": 1759429800000,
    "evaluation_time": 1759430250188,
    "expiration_time": 1765909800000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "midprice",
        "factors": {
            "length": 63,
            "offset": 0
        }
    },
    "second_band": {
        "type": "alma",
        "factors": {
            "length": 250,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)